+71.6%
CDNS vs DFNS
-99.9%
+171.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.2% | -2.9% |
| 7D | -9.2% | +0.8% | -10.0% | -9.2% |
| 30D | -16.3% | -73.2% | +57.0% | -16.1% |
| 3M | -27.9% | -72.4% | +44.5% | -28.4% |
| 6M | -4.3% | -95.2% | +90.9% | -4.9% |
| YTD | -9.1% | -98.0% | +88.9% | -9.7% |
| 1Y | -21.2% | -98.3% | +77.0% | -21.7% |
| 3Y | +19.4% | -99.9% | +119.3% | +18.1% |
| 5Y | +71.6% | -99.9% | +171.5% | +82.9% |
| All | +71.6% | -99.9% | +171.5% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling